Friday, July 7, 2017

Market Data: Week Ending July 7, 2017

Market Index12/30/20167/7/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6021,414.3464.718.36%
S&P 500 Index2,238.832,425.181.778.32%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.39%0.08%-2.45%
5 yr T-note Yld1.93%1.95%0.06%1.04%
5 yr TIPS - 'Real' Yld0.09%0.32%0.14%255.56%
Implied 5 yr Inflation %1.84%1.63%-0.08%-11.41%
2 yr T-note Yld1.20%1.40%0.02%16.67%
2-10 Yr Slope1.25%0.99%0.06%-20.80%
90 day T-bill Yld0.51%1.05%0.02%105.88%
Gold ($/oz)$1,151.70$1,209.70-$32.605.04%
WTI Oil ($/brl)$53.72$44.23-$1.81-17.67%
VIX "Worry Index"13.0311.09-0.09-14.89%
NYSE Bullish % Index70.2964.931.05-5.36
Credit Data12/30/20167/7/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.42%0.03%1.26%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.91%0.00%-2.48%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6030-5090